Gaussian Mixture Representation of the Laplace Distribution Revisited: Bibliographical Connections and Extensions

DOI10.1080/00031305.2019.1630000MaRDI QIDQ5869308zbMATH OpenOpenAlexWikidataFDO

Authors Krzysztof Podgórski, Tomasz J. Kozubowski

Publication date 28 September 2022

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00031305.2019.1630000

zbMATH Keywords

asymmetric Laplace distributionBartlett decompositionLaplace Lévy motionmultivariate Laplace distributionscale mixturestochastic representation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Bartlett Decomposition and Wishart Distribution
• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• On the Gaussian Mixture Representation of the Laplace Distribution
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix

Cited in

(1)

• Matrix variate generalized asymmetric Laplace distributions

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